+454.2%
MDLZ vs SONY
+102.2%
+352.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.7% | -1.2% | -0.6% | -1.5% |
| 30D | -2.1% | +9.4% | -11.6% | -3.7% |
| 3M | +1.3% | +10.5% | -9.2% | -0.6% |
| 6M | +6.2% | +11.7% | -5.5% | +3.8% |
| YTD | +15.8% | -4.1% | +19.9% | +16.1% |
| 1Y | +4.1% | -11.8% | +15.9% | +5.7% |
| 3Y | -4.1% | +45.9% | -50.0% | -12.5% |
| 5Y | +13.4% | +16.3% | -2.9% | +6.3% |
| 10Y | +75.7% | +297.6% | -221.9% | +29.2% |
| All | +454.2% | +102.2% | +352.1% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling